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今天也要来一杯 · 2019年12月28日

问一道题:NO.PZ201511200300003103

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问题如下:

Açor’s portfolio allocation for Njau is most likely optimized on the basis of:

选项:

A.

a stated maximum level of volatility.

B.

total portfolio mean–variance efficiency.

C.

the results of the risk tolerance questionnaire.

解释:

A is correct. Açor uses the goal- based investing approach by allocating with a focus on Njau’s charitable pledge to Udhamini. With this method, she seeks to optimize Njau’s portfolio so that the pledge goal has a high probability of being met. Açor will set aside a required amount of funds to invest, and a mean–variance optimization will be run specifically for that portion of Njau’s portfolio. The funds will be invested to a stated maximum level of volatility to meet the charitable need.

请问c哪里不对

1 个答案

包包_品职助教 · 2019年12月29日

同学你好,C选项说goal-based approach 是基于风险容忍度的问卷调查的结果,这个不对。没有这个说法